+783.1%
DRI vs URA
-50.4%
+833.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.5% |
| 7D | +4.2% | +0.3% | +3.9% | +4.1% |
| 30D | +15.7% | -14.8% | +30.5% | +19.4% |
| 3M | +5.8% | -25.3% | +31.1% | +11.8% |
| 6M | +18.4% | -39.9% | +58.3% | +30.2% |
| YTD | +28.2% | -22.4% | +50.6% | +31.0% |
| 1Y | +35.9% | -29.0% | +64.9% | +41.3% |
| 3Y | +67.7% | +41.0% | +26.8% | +40.0% |
| 5Y | +77.9% | +38.3% | +39.6% | +43.7% |
| 10Y | +338.7% | +276.1% | +62.6% | +143.6% |
| All | +783.1% | -50.4% | +833.5% | +581.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling